Monte Carlo //
Portfolio Simulation

Simulate 10,000 randomized market paths across accumulation and withdrawal phases. Explore the probability distribution of your financial future.

10,000 simulated paths

Phase 1 Accumulation

Starting Value i €10,000

Monthly Contribution i €500

Accumulation Period i 20 yrs

Expected Annual Return i 7.0%

Annual Volatility (σ) i 15.0%

Annual Inflation i 2.5%

FI Target i €500,000

Phase 2 Withdrawal

Withdrawal Period i 30 yrs

Annual Withdrawal i €40,000

Inflation-adjust withdrawals i Yes

Return in withdrawal phase i Same

Simulations i 10,000

Phase 1 Accumulation End-Value

Median (P50) i

—

Optimistic (P90) i

—

Pessimistic (P10) i

—

P95 Best Case i

—

P5 Worst Case i

—

Total Contributed i

—

P90

P75

P50

P25

P10

FI Target

P90 (median start)

P75

P50

P25

P10

Ruin zone

P90

P75

P50 Median

P25

P10

| FI start

Phase 2 Withdrawal Outcomes

—

              Ruin risk
              i
            

Portfolio Depletion Probability

Probability the portfolio hits €0 before end of withdrawal period

Median End Value i

—

P90 End Value i

—

P10 End Value i

—

Total Withdrawn i

—

Withdrawal Rate i

—

of acc. median

Median Yrs to Ruin i

—

in depleted simulations

Monte Carlo //Portfolio Simulation

Monte Carlo //
Portfolio Simulation